Based on the price sensitivity hedge ratio approach what is


Based on the price sensitivity hedge ratio approach, what is the optimal number of futures contracts to deploy, give the following information. The yield beta is 0.65, the present value of a basis point change for the underlying bond portfolio is $33,000, and the present value of a basis point change for the bond futures contract is $325.

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Financial Management: Based on the price sensitivity hedge ratio approach what is
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